Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47937.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46542.27 Kr¶

PnL: ---------------------------------------> -346.3 Kr¶

DD now: ---------------------------------> -1.425 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 14:06:01.072801'

Anic Portfolio¶

Today¶

Return: 0.849 %¶

This Week¶

Return: 0.849 %¶

Total¶

Return: 56.934 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.170000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 4.590000 672.600000 95.600000 16.570000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.410000 448.000000 93.000000 26.200000 355.000000
HMS Networks 2 1.350000 721.600000 48.600000 7.220000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
Nordea Bank Abp 29 0.790000 3476.520000 22.520000 0.650000 3453.999992
Boozt 12 0.070000 1671.600000 17.600000 1.060000 1653.999996
OEM International B 7 1.300000 543.900000 15.900000 3.010000 527.999997
MedCap 2 2.830000 436.000000 15.000000 3.560000 421.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Coor Service Management Hold. 8 0.070000 546.400000 14.400000 2.710000 532.000000
Intrum 4 1.430000 540.000000 13.000000 2.470000 527.000000
AcadeMedia 12 1.370000 569.040000 12.040000 2.160000 557.000004
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Resurs Holding 22 -0.260000 583.440000 9.440000 1.640000 573.999998
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
Essity A 4 -0.170000 1156.000000 7.000000 0.610000 1149.000000
Karnov Group 9 -1.960000 540.900000 4.900000 0.910000 536.000004
Essity B 2 0.350000 578.400000 4.400000 0.770000 574.000000
Handelsbanken A 5 0.460000 548.250000 2.250000 0.410000 546.000000
Securitas B 6 0.870000 568.560000 -1.440000 -0.250000 570.000000
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.050000 561.300000 -2.700000 -0.480000 564.000000
CTEK 13 1.780000 527.150000 -6.850000 -1.280000 533.999999
SAAB B 8 2.020000 3348.800000 -28.200000 -0.840000 3377.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Sampo Oyj SDB 7 0.560000 3783.500000 -66.500000 -1.730000 3850.000000
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.260000 3564.600000 -191.400000 -5.100000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.810000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46542.270000 -346.300000 -1.42451% 46888.564618

Updated:¶

'2023-01-16 14:06:13.543558'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶